Google says all is good now. So they removed the warning.
To review, the issue was a bad ad served up by one of the outside ad networks who even themselves had no idea it was bad. And bad in this case was the fact that it linked to a bad site. If you never clicked on the ad you had zero chance of having an issue.
It probably didn't even display on very many pages, given the huge number of pages we have and the even larger number of page views we have each minute, hour, day.